+3.5%
VSAT vs FIVE
+475.1%
-471.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.9% |
| 7D | +17.3% | +3.7% | +13.6% | +15.7% |
| 30D | -3.3% | +4.0% | -7.2% | -5.0% |
| 3M | +18.7% | +36.2% | -17.5% | +4.8% |
| 6M | +77.6% | +18.0% | +59.5% | +64.1% |
| YTD | +125.6% | +34.9% | +90.7% | +98.6% |
| 1Y | +158.3% | +67.9% | +90.4% | +109.3% |
| 3Y | +226.1% | +57.3% | +168.8% | +151.9% |
| 5Y | +54.7% | +39.5% | +15.1% | +19.0% |
| 10Y | +3.5% | +496.4% | -492.9% | -50.8% |
| All | +3.5% | +475.1% | -471.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling